-63.4%
PINS vs CMS
+23.4%
-86.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -12.0% | +0.4% | -12.4% | -12.0% |
| 30D | -12.7% | -3.6% | -9.1% | -13.0% |
| 3M | -5.5% | -1.9% | -3.6% | -5.6% |
| 6M | +5.3% | -11.0% | +16.2% | +4.5% |
| YTD | -21.2% | +0.2% | -21.4% | -21.6% |
| 1Y | -45.0% | -1.3% | -43.7% | -45.3% |
| 3Y | -26.2% | +35.9% | -62.2% | -28.4% |
| All | -63.4% | +23.4% | -86.8% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling